Is exercise good for my sarcoidosis?

Probably yes. Sarcoidosis is a multisystem disease with unknown cause some of time the lungs are affected negatively a lung specialist would evaluate you and determine the extent of your lung involvement. Also, in some rare cases there can be heart involvement-perhaps irregular heart beats. A cardiologist would need to evaluate you in that case if you are affected by aches, pains and given the o-k--exercise helps.
Yes, yes and yes. Sarcoidosis is basic problem with your inmune system, exercise will boost your inmune system every time.